+45.6%
RBLX vs TOST
+96.7%
-51.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | +14.7% | +9.4% | +5.2% | +11.7% |
| 30D | +6.2% | +13.5% | -7.3% | +2.4% |
| 3M | +36.8% | -0.1% | +36.9% | +36.4% |
| 6M | +12.7% | +22.5% | -9.8% | +6.1% |
| YTD | -39.2% | -2.4% | -36.8% | -40.2% |
| 1Y | -51.3% | -4.7% | -46.6% | -52.0% |
| 3Y | +45.6% | +103.2% | -57.6% | +37.7% |
| All | +45.6% | +96.7% | -51.0% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling